@railpath/finance-toolkit
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Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
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TypeScript
/**
* Parkinson volatility estimator
* Uses high-low range, more efficient than close-to-close
*
* Parkinson, M. (1980). "The Extreme Value Method for Estimating the Variance of the Rate of Return"
*/
export declare function calculateParkinsonVolatility(highPrices: number[], lowPrices: number[]): number;